-20.1%
PCOR vs AEE
+52.8%
-73.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +22.7% | +2.1% | +20.6% | +22.4% |
| 30D | +37.5% | +11.4% | +26.1% | +35.7% |
| 3M | +35.2% | +5.0% | +30.2% | +34.4% |
| 6M | +42.2% | +4.4% | +37.8% | +41.5% |
| YTD | +3.6% | +15.4% | -11.8% | +0.9% |
| 1Y | -4.8% | +13.8% | -18.5% | -6.9% |
| 3Y | +48.3% | +58.0% | -9.7% | +34.1% |
| All | -20.1% | +52.8% | -73.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling